105 lines
6.1 KiB
HTML
105 lines
6.1 KiB
HTML
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<title>Description of osr1</title>
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > osr1.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>osr1
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong></strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function oo_.dr=osr1(params,weights) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"></pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="check.html" class="code" title="function result = check">check</a> Copyright (C) 2001 Michel Juillard</li><li><a href="dynare_solve.html" class="code" title="function [x,cheik] = dynare_solve(func,x,jacobian_flag,varargin)">dynare_solve</a> Copyright (C) 2001 Michel Juillard</li><li><a href="osr_obj.html" class="code" title="function [z,vx]=osr_obj(x,params,weights);">osr_obj</a> the beginning and the end of this function may be adapted by the userx</li><li><a href="resol.html" class="code" title="function [dr,info]=resol(ys,check_flag)">resol</a> Copyright (C) 2001 Michel Juillard</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="osr.html" class="code" title="function osr(var_list,params,W)">osr</a> Copyright (C) 2001 Michel Juillard</li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function oo_.dr=osr1(params,weights)</a>
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0002 <span class="keyword">global</span> M_ oo_ options_ it_
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0003
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0004 xlen = M_.maximum_lead + M_.maximum_lag + 1;
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0005 klen = M_.maximum_lag + M_.maximum_lead + 1;
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0006 iyv = M_.lead_lag_incidence';
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0007 iyv = iyv(:);
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0008 iyr0 = find(iyv) ;
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0009 it_ = M_.maximum_lag + 1 ;
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0010
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0011
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0012 <span class="keyword">if</span> M_.exo_nbr == 0
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0013 oo_.exo_steady_state = [] ;
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0014 <span class="keyword">end</span>
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0015
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0016 <span class="keyword">if</span> ~ M_.lead_lag_incidence(M_.maximum_lag+1,:) > 0
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0017 error (<span class="string">'OLR: Error in model specification: some variables don"t appear as current'</span>) ;
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0018 <span class="keyword">end</span>
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0019
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0020 <span class="keyword">if</span> M_.maximum_lead == 0
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0021 error (<span class="string">'Backward or static model: no point in using OLR'</span>) ;
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0022 <span class="keyword">end</span>
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0023
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0024 <span class="keyword">if</span> xlen > 1
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0025 error ([<span class="string">'OLR: stochastic exogenous variables must appear only at the'</span> <span class="keyword">...</span>
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0026 <span class="string">' current period. Use additional endogenous variables'</span>]) ;
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0027 <span class="keyword">end</span>
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0028
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0029 <span class="comment">% check if ys is steady state</span>
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0030 fh = str2func([M_.fname <span class="string">'_static'</span>]);
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0031 <span class="keyword">if</span> max(abs(feval(fh,oo_.steady_state))) > options_.dynatol
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0032 [oo_.dr.ys, <a href="check.html" class="code" title="function result = check">check</a>] = <a href="dynare_solve.html" class="code" title="function [x,cheik] = dynare_solve(func,x,jacobian_flag,varargin)">dynare_solve</a>([M_.fname <span class="string">'_static'</span>],oo_.steady_state);
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0033 <span class="keyword">if</span> <a href="check.html" class="code" title="function result = check">check</a>
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0034 error(<span class="string">'OLR: convergence problem in DYNARE_SOLVE'</span>)
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0035 <span class="keyword">end</span>
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0036 <span class="keyword">else</span>
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0037 oo_.dr.ys = oo_.steady_state;
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0038 <span class="keyword">end</span>
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0039
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0040
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0041 np = size(params,1);
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0042 t0 = zeros(np,1);
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0043 <span class="keyword">for</span> i=1:np
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0044 t0(i)=evalin(<span class="string">'base'</span>,[params(i,:) <span class="string">';'</span>]);
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0045 <span class="keyword">end</span>
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0046
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0047 [p,f]=fminsearch(@<a href="osr_obj.html" class="code" title="function [z,vx]=osr_obj(x,params,weights);">osr_obj</a>,t0,[],params,weights);
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0048
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0049 disp(<span class="string">''</span>)
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0050 disp(<span class="string">'OPTIMAL VALUE OF THE PARAMETERS:'</span>)
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0051 disp(<span class="string">''</span>)
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0052 <span class="keyword">for</span> i=1:np
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0053 disp(sprintf(<span class="string">'%16s %16.6g\n'</span>,params(i,:),p(i)))
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0054 <span class="keyword">end</span>
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0055 disp(sprintf(<span class="string">'Objective function : %16.6g\n'</span>,f));
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0056 disp(<span class="string">' '</span>)
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0057 oo_.dr=<a href="resol.html" class="code" title="function [dr,info]=resol(ys,check_flag)">resol</a>(oo_.steady_state,options_.dr_algo,options_.linear,options_.order);
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0058
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0059 <span class="comment">% 05/10/03 MJ modified to work with osr.m and give full report</span></pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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